+8,046.1%
ASML vs ZBH
+318.7%
+7,727.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.5% |
| 7D | -9.0% | +11.7% | -20.7% | -13.5% |
| 30D | -21.0% | +19.3% | -40.3% | -27.1% |
| 3M | -16.3% | +8.9% | -25.2% | -20.2% |
| 6M | -7.5% | +28.2% | -35.7% | -18.9% |
| YTD | +34.0% | +18.4% | +15.6% | +20.8% |
| 1Y | +39.3% | +20.6% | +18.7% | +24.3% |
| 3Y | +128.9% | -0.6% | +129.5% | +113.8% |
| 5Y | +76.1% | -19.7% | +95.8% | +80.1% |
| 10Y | +1,428.4% | +14.7% | +1,413.7% | +1,169.0% |
| All | +8,046.1% | +318.7% | +7,727.4% | +3,913.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling